Working Papers / Ãrebro University, School of Business
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
9
Impact Factor (IF)
0.13
5 Years IF
0.12
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.6 | 0.28 | 0 | 18 | 18 | 61 | 5 | 5 | 0 | 0 | 1 | 20 | 5 | 0.28 | 0.36 | ||
| 2005 | 0.33 | 0.6 | 0.21 | 0.33 | 11 | 29 | 12 | 6 | 11 | 18 | 6 | 18 | 6 | 2 | 33.3 | 0 | 0.37 | |
| 2006 | 0.17 | 0.59 | 0.15 | 0.17 | 5 | 34 | 7 | 5 | 16 | 29 | 5 | 29 | 5 | 1 | 20 | 0 | 0.34 | |
| 2007 | 0.31 | 0.52 | 0.27 | 0.29 | 14 | 48 | 70 | 13 | 29 | 16 | 5 | 34 | 10 | 5 | 38.5 | 3 | 0.21 | 0.29 |
| 2008 | 0.58 | 0.59 | 0.27 | 0.31 | 12 | 60 | 8 | 16 | 45 | 19 | 11 | 48 | 15 | 2 | 12.5 | 0 | 0.29 | |
| 2009 | 0.19 | 0.58 | 0.12 | 0.13 | 13 | 73 | 27 | 9 | 54 | 26 | 5 | 60 | 8 | 1 | 11.1 | 1 | 0.08 | 0.33 |
| 2010 | 0.24 | 0.52 | 0.19 | 0.27 | 17 | 90 | 14 | 17 | 71 | 25 | 6 | 55 | 15 | 5 | 29.4 | 0 | 0.3 | |
| 2011 | 0.23 | 0.62 | 0.24 | 0.23 | 5 | 95 | 10 | 23 | 94 | 30 | 7 | 61 | 14 | 1 | 4.3 | 0 | 0.37 | |
| 2012 | 0.23 | 0.68 | 0.32 | 0.38 | 16 | 111 | 37 | 34 | 130 | 22 | 5 | 61 | 23 | 2 | 5.9 | 4 | 0.25 | 0.36 |
| 2013 | 0.1 | 0.66 | 0.15 | 0.11 | 8 | 119 | 3 | 18 | 148 | 21 | 2 | 63 | 7 | 0 | 0 | 0.35 | ||
| 2014 | 0.38 | 0.67 | 0.15 | 0.22 | 7 | 126 | 18 | 19 | 167 | 24 | 9 | 59 | 13 | 0 | 3 | 0.43 | 0.34 | |
| 2015 | 0.27 | 0.65 | 0.18 | 0.21 | 10 | 136 | 4 | 24 | 191 | 15 | 4 | 53 | 11 | 0 | 0 | 0.36 | ||
| 2016 | 0.35 | 0.64 | 0.2 | 0.35 | 7 | 143 | 13 | 28 | 219 | 17 | 6 | 46 | 16 | 5 | 17.9 | 2 | 0.29 | 0.34 |
| 2017 | 0.41 | 0.62 | 0.16 | 0.21 | 10 | 153 | 17 | 24 | 243 | 17 | 7 | 48 | 10 | 3 | 12.5 | 2 | 0.2 | 0.35 |
| 2018 | 0.24 | 0.61 | 0.13 | 0.17 | 11 | 164 | 24 | 21 | 264 | 17 | 4 | 42 | 7 | 1 | 4.8 | 2 | 0.18 | 0.34 |
| 2019 | 0.29 | 0.61 | 0.11 | 0.22 | 15 | 179 | 13 | 19 | 283 | 21 | 6 | 45 | 10 | 3 | 15.8 | 1 | 0.07 | 0.36 |
| 2020 | 0.42 | 0.7 | 0.15 | 0.3 | 19 | 198 | 10 | 29 | 313 | 26 | 11 | 53 | 16 | 11 | 37.9 | 2 | 0.11 | 0.74 |
| 2021 | 0.21 | 0.95 | 0.13 | 0.24 | 14 | 212 | 15 | 27 | 340 | 34 | 7 | 62 | 15 | 12 | 44.4 | 4 | 0.29 | 0.39 |
| 2022 | 0.27 | 0.69 | 0.11 | 0.2 | 16 | 228 | 5 | 24 | 364 | 33 | 9 | 69 | 14 | 5 | 20.8 | 1 | 0.06 | 0.22 |
| 2023 | 0.13 | 0.57 | 0.06 | 0.12 | 13 | 241 | 2 | 14 | 378 | 30 | 4 | 75 | 9 | 2 | 14.3 | 2 | 0.15 | 0.18 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2004 | Foreign Direct Investment and Productivity spillovers in Swedish Manufacturing. (2004). Karpaty, Patrik ; Lundberg, Lars . In: Working Papers. RePEc:hhs:oruesi:2004_002. Full description at Econpapers || Download paper | 32 |
| 2 | 2007 | Bayesian Forecast Combination for VAR Models. (2007). Karlsson, Sune ; Andersson, Michael K. In: Working Papers. RePEc:hhs:oruesi:2007_013. Full description at Econpapers || Download paper | 29 |
| 3 | 2012 | Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012. Full description at Econpapers || Download paper | 21 |
| 4 | 2007 | The Value of a Statistical Life in Sweden Estimates from Two Studies using the Certainty Approach Calibration. (2007). Svensson, Mikael. In: Working Papers. RePEc:hhs:oruesi:2006_006. Full description at Econpapers || Download paper | 15 |
| 5 | 2004 | Do Workers Benefit from Foreign Ownership? Evidence from Swedish Manufacturing. (2004). Bandick, Roger. In: Working Papers. RePEc:hhs:oruesi:2004_015. Full description at Econpapers || Download paper | 13 |
| 6 | 2014 | Temporary Expats for Export: Firm-Level Evidence. (2014). Lodefalk, Magnus ; Graneli, Anna . In: Working Papers. RePEc:hhs:oruesi:2014_004. Full description at Econpapers || Download paper | 12 |
| 7 | 2021 | Vector autoregression models with skewness and heavy tails. (2021). Nguyen, Hoang ; Karlsson, Sune ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_008. Full description at Econpapers || Download paper | 11 |
| 8 | 2009 | Do Firms Learn by Exporting or Learn to Export? Evidence from Small and Medium-Sized Enterprises (SMEs) in Swedish Manufacturing. (2009). Hansson, PÃÆär ; Eliasson, Kent ; Lindvert, Markus . In: Working Papers. RePEc:hhs:oruesi:2009_015. Full description at Econpapers || Download paper | 11 |
| 9 | 2018 | Bayesian inference for the tangent portfolio. (2018). Okhrin, Yarema ; Mazur, Stepan ; Bodnar, Taras ; Bauder, David. In: Working Papers. RePEc:hhs:oruesi:2018_002. Full description at Econpapers || Download paper | 9 |
| 10 | 2011 | Trade and Migration: Firm-Level Evidence (LONG VERSION). (2011). Lodefalk, Magnus ; Hatzigeorgiou, Andreas. In: Working Papers. RePEc:hhs:oruesi:2011_006. Full description at Econpapers || Download paper | 9 |
| 11 | 2009 | Part-time sick leave as a treatment method for individuals with musculoskeletal disorders. (2009). Svensson, Mikael ; Andr̮̩n, Daniela ; Andren, Daniela. In: Working Papers. RePEc:hhs:oruesi:2009_011. Full description at Econpapers || Download paper | 7 |
| 12 | 2006 | Do Introduction Programs Affect the Probability of Immigrants getting Work?. (2006). Svantesson, Elisabeth ; Aranki, Ted N.. In: Working Papers. RePEc:hhs:oruesi:2006_003. Full description at Econpapers || Download paper | 7 |
| 13 | 2007 | Tax Evasion in Kenya and Tanzania:Evidence from Missing Imports. (2007). Widell, Lars ; Levin, Jorgen . In: Working Papers. RePEc:hhs:oruesi:2007_008. Full description at Econpapers || Download paper | 7 |
| 14 | 2005 | The value of improved road safety. (2005). Hultkrantz, Lars ; Andersson, Camilla ; Lindberg, Gunnar. In: Working Papers. RePEc:hhs:oruesi:2005_004. Full description at Econpapers || Download paper | 7 |
| 15 | 2017 | The Characteristics and Performance of Family Firms: Exploiting information on ownership, governance and kinship using total population data. (2017). Lodefalk, Magnus ; Johansson, Dan ; Karlsson, Johan ; Andersson, Fredrik W ; Poldahl, Andreas. In: Working Papers. RePEc:hhs:oruesi:2017_001. Full description at Econpapers || Download paper | 6 |
| 16 | 2018 | Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). ÃÆÃâsterholm, PÃÆär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005. Full description at Econpapers || Download paper | 6 |
| 17 | 2019 | Outsourcing Public Services: Contractibility, Cost, and Quality. (2019). Josephson, Jens ; Jordahl, Henrik ; Andersson, Fredrik. In: Working Papers. RePEc:hhs:oruesi:2019_004. Full description at Econpapers || Download paper | 6 |
| 18 | 2017 | On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions. (2017). Parolya, Nestor ; Muhinyuza, Stanislas ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_007. Full description at Econpapers || Download paper | 6 |
| 19 | 2004 | The Effect of Israeli Closure Policy on Wage Earnings in the West Bank and Gaza Strip. (2004). Aranki, Ted Nabil. In: Working Papers. RePEc:hhs:oruesi:2004_004. Full description at Econpapers || Download paper | 6 |
| 20 | 2016 | The Impact of US Uncertainty Shocks on Small Open Economies. (2016). ÃÆÃâsterholm, PÃÆär ; Stockhammar, Par ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2016_005. Full description at Econpapers || Download paper | 6 |
| 21 | 2007 | Multinationals and Plant Survivals in Swedish Manufacturing. (2007). Bandick, Roger. In: Working Papers. RePEc:hhs:oruesi:2007_007. Full description at Econpapers || Download paper | 5 |
| 22 | 2008 | Good Times Are Drinking Times: Empirical Evidence on Business Cycles an Alcohol Sales in Sweden 1861-2000. (2008). Svensson, Mikael ; KrÃÆüger, Niclas ; Kruger, Niclas A. In: Working Papers. RePEc:hhs:oruesi:2008_002. Full description at Econpapers || Download paper | 4 |
| 23 | 2009 | Certainty calibration in contingent valuation - exploring the within-difference between dichotomous choice and open-ended answers as a certainty measure. (2009). Sund, Bjorn. In: Working Papers. RePEc:hhs:oruesi:2009_001. Full description at Econpapers || Download paper | 4 |
| 24 | 2004 | Are foreign owned firms more productive? Evidence from Swedish firm data. (2004). Karpaty, Patrik. In: Working Papers. RePEc:hhs:oruesi:2004_006. Full description at Econpapers || Download paper | 4 |
| 25 | 2007 | Offshoring and Relative Labor Demand in Swedish Firms. (2007). Karpaty, Patrik ; Andersson, Linda . In: Working Papers. RePEc:hhs:oruesi:2007_005. Full description at Econpapers || Download paper | 4 |
| 26 | 2010 | Servicification of Manufacturing - Evidence from Swedish Firm and Enterprise Group Level Data. (2010). Lodefalk, Magnus. In: Working Papers. RePEc:hhs:oruesi:2010_003. Full description at Econpapers || Download paper | 4 |
| 27 | 2018 | Point versus Band Targets for Inflation. (2018). ÃÆÃâsterholm, PÃÆär ; Osterholm, Par ; Beechey, Meredith . In: Working Papers. RePEc:hhs:oruesi:2018_008. Full description at Econpapers || Download paper | 4 |
| 28 | 2014 | Trade, Migration and Integration ââ¬â Evidence and Policy Implications. (2014). Lodefalk, Magnus ; Hatzigeorgiou, Andreas. In: Working Papers. RePEc:hhs:oruesi:2014_005. Full description at Econpapers || Download paper | 4 |
| 29 | 2020 | 4 | |
| 30 | 2010 | Jobs and Exposure to International Trade within the Service Sector in Sweden. (2010). Hansson, PÃÆär ; Eliasson, Kent ; Lindvert, Markus . In: Working Papers. RePEc:hhs:oruesi:2010_012. Full description at Econpapers || Download paper | 4 |
| 31 | 2007 | Willingness to Pay for Private and Public Safety: Why the Difference?. (2007). Svensson, Mikael ; Johansson, Maria Vredin. In: Working Papers. RePEc:hhs:oruesi:2007_002. Full description at Econpapers || Download paper | 4 |
| 32 | 2012 | The Role of Services for Manufacturing Firmsââ¬â¢ Exports. (2012). Lodefalk, Magnus. In: Working Papers. RePEc:hhs:oruesi:2012_010. Full description at Econpapers || Download paper | 4 |
| 33 | 2014 | A 150-year Perspective on Swedish Capital Income Taxation. (2014). Stenkula, Mikael ; Johansson, Dan ; Du Rietz, Gunnar . In: Working Papers. RePEc:hhs:oruesi:2014_002. Full description at Econpapers || Download paper | 3 |
| 34 | 2004 | The Population Age Distribution, Human Capital, and Economic Growth: The U.S. states 1930-2000 *. (2004). Persson, Joakim. In: Working Papers. RePEc:hhs:oruesi:2004_007. Full description at Econpapers || Download paper | 3 |
| 35 | 2020 | On the mean and variance of the estimated tangency portfolio weights for small samples. (2020). Mazur, Stepan ; Alfelt, Gustav. In: Working Papers. RePEc:hhs:oruesi:2020_008. Full description at Econpapers || Download paper | 3 |
| 36 | 2016 | Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns. (2016). Mantalos, Panagiotis ; Hultkrantz, Lars. In: Working Papers. RePEc:hhs:oruesi:2016_002. Full description at Econpapers || Download paper | 3 |
| 37 | 2019 | An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2019). Mazur, Stepan ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2019_003. Full description at Econpapers || Download paper | 3 |
| 38 | 2013 | Stumpage Prices in Sweden 1909-2011: Testing for Non-Stationarity. (2013). Mantalos, Panagiotis ; Hultkrantz, Lars ; Andersson, Linda . In: Working Papers. RePEc:hhs:oruesi:2013_001. Full description at Econpapers || Download paper | 3 |
| 39 | 2007 | An Embarrassment of Riches: Forecasting Using Large Panels. (2007). Karlsson, Sune ; Eklund, Jana. In: Working Papers. RePEc:hhs:oruesi:2007_001. Full description at Econpapers || Download paper | 3 |
| 40 | 2011 | Foreign acquisitions, domestic multinationals, and R&D. (2011). Karpaty, Patrik ; G̮̦rg, Holger ; Bandick, Roger ; Gorg, Holger. In: Working Papers. RePEc:hhs:oruesi:2011_001. Full description at Econpapers || Download paper | 2 |
| 41 | 2017 | Householdsââ¬â¢ Mortgage-Rate Expectations: More Realistic than at First Glance?. (2017). ÃÆÃâsterholm, PÃÆär ; Osterholm, Par ; Hjalmarsson, Erik. In: Working Papers. RePEc:hhs:oruesi:2017_009. Full description at Econpapers || Download paper | 2 |
| 42 | 2005 | Inward FDI and demand for skills in Sweden. (2005). Hansson, PÃÆär ; Bandick, Roger. In: Working Papers. RePEc:hhs:oruesi:2005_010. Full description at Econpapers || Download paper | 2 |
| 43 | 2012 | A Note on High-Speed Rail Investments and Travelersââ¬â¢ Value of Time. (2012). Hultkrantz, Lars. In: Working Papers. RePEc:hhs:oruesi:2012_013. Full description at Econpapers || Download paper | 2 |
| 44 | 2015 | The Role of Foreign Networks for Firm Export of Services. (2015). Lodefalk, Magnus ; Hatzigeorgiou, Andreas. In: Working Papers. RePEc:hhs:oruesi:2015_006. Full description at Econpapers || Download paper | 2 |
| 45 | 2010 | The value of a statistical life for out-of-hospital cardiac arrest victims. (2010). Sund, Bjorn. In: Working Papers. RePEc:hhs:oruesi:2010_004. Full description at Econpapers || Download paper | 2 |
| 46 | 2021 | Portfolio Selection with a Rank-deficient Covariance Matrix. (2021). Mazur, Stepan ; Oleynik, Anna ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2021_012. Full description at Econpapers || Download paper | 2 |
| 47 | 2012 | Avoiding path dependence of distributional weights: Lessons from climate change economic assessment. (2012). Thureson, Disa . In: Working Papers. RePEc:hhs:oruesi:2012_008. Full description at Econpapers || Download paper | 2 |
| 48 | 2010 | Willingness to Pay to Reduce School Bullying. (2010). Persson, Mattias ; Svensson, Mikael. In: Working Papers. RePEc:hhs:oruesi:2010_016. Full description at Econpapers || Download paper | 2 |
| 49 | 2023 | A Note of Caution on the Relation between Money Growth and Inflation. (2023). Ãsterholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Berger, Helge. In: Working Papers. RePEc:hhs:oruesi:2023_009. Full description at Econpapers || Download paper | 2 |
| 50 | 2008 | Achieving the MDGs in Kenya with some aid and reallocation of public expenditures. (2008). Kiringai, Jane ; Levin, Jorgen . In: Working Papers. RePEc:hhs:oruesi:2008_010. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2021 | Vector autoregression models with skewness and heavy tails. (2021). Nguyen, Hoang ; Karlsson, Sune ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_008. Full description at Econpapers || Download paper | 7 |
| 2 | 2018 | Bayesian inference for the tangent portfolio. (2018). Okhrin, Yarema ; Mazur, Stepan ; Bodnar, Taras ; Bauder, David. In: Working Papers. RePEc:hhs:oruesi:2018_002. Full description at Econpapers || Download paper | 3 |
| 3 | 2019 | Outsourcing Public Services: Contractibility, Cost, and Quality. (2019). Josephson, Jens ; Jordahl, Henrik ; Andersson, Fredrik. In: Working Papers. RePEc:hhs:oruesi:2019_004. Full description at Econpapers || Download paper | 3 |
| 4 | 2023 | A Note of Caution on the Relation between Money Growth and Inflation. (2023). Ãsterholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Berger, Helge. In: Working Papers. RePEc:hhs:oruesi:2023_009. Full description at Econpapers || Download paper | 2 |
| 5 | 2020 | 2 | |
| 6 | 2022 | Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015. Full description at Econpapers || Download paper | 2 |
| 7 | 2014 | Temporary Expats for Export: Firm-Level Evidence. (2014). Lodefalk, Magnus ; Graneli, Anna . In: Working Papers. RePEc:hhs:oruesi:2014_004. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 4
| Year | Title | |
|---|---|---|
| 2023 | ||
| 2023 | A test on the location of tangency portfolio for small sample size and singular covariance matrix. (2023). Muhinyuza, Stanislas ; Mazur, Stepan ; Drin, Svitlana. In: Working Papers. RePEc:hhs:oruesi:2023_011. Full description at Econpapers || Download paper | |
| 2023 | Modelling Okunâs law: Does non-Gaussianity matter?. (2023). Ãsterholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2. Full description at Econpapers || Download paper | |
| 2023 | Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper | |
| 2023 | One Hundred Inflation Shocks: Seven Stylized Facts. (2023). Zhao, Wei ; Ratnovski, Lev ; Mylonas, Victor ; Mulas-Granados, Carlos ; Ari, Anil. In: IMF Working Papers. RePEc:imf:imfwpa:2023/190. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | William J. Baumol: Innovative Contributor to Entrepreneurship Economics. (2021). Henrekson, Magnus ; Stenkula, Mikael. In: Working Paper Series. RePEc:hhs:iuiwop:1403. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Bayesian Model Selection for Small Datasets of Measurement Results. (2021). Bodnar, Olha. In: Working Papers. RePEc:hhs:oruesi:2021_006. Full description at Econpapers || Download paper | |
| 2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). ÃÂsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009. Full description at Econpapers || Download paper | |
| 2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010. Full description at Econpapers || Download paper | |
| 2021 | Tangency portfolio weights under a skew-normal model in small and large dimensions. (2021). Thorsen, Erik ; Mazur, Stepan ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_013. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | On the mean and variance of the estimated tangency portfolio weights for small samples. (2020). Mazur, Stepan ; Alfelt, Gustav. In: Working Papers. RePEc:hhs:oruesi:2020_008. Full description at Econpapers || Download paper | |
| 2020 | Statistical Inference for the Tangency Portfolio in High Dimension. (2020). Karlsson, Sune ; Muhinyuza, Stanislas ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2020_010. Full description at Econpapers || Download paper |
10 most frequent citing series